As I said earlier, the Print preview window can show you the Colour Management options or the Output options. To see the Output options, choose Output in the pull down menu under the preview pane.
You will see that the lower options in the Print preview window will change. The options you see here are mainly related to professional output. Here you can set things like bleed, screen frequency and so on.
If you get to deal with these options at all, you will probably use the Background and the Border options. The background changes the background colour your image will print on while the border will add a... coloured border around your image.
If you have any questions about the Print with Preview option, feel free to post them in the discussion forum.